| Trading Metrics calculated at close of trading on 03-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2014 |
03-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
3,124.0 |
3,051.0 |
-73.0 |
-2.3% |
3,110.0 |
| High |
3,124.0 |
3,076.0 |
-48.0 |
-1.5% |
3,124.0 |
| Low |
3,046.0 |
3,049.0 |
3.0 |
0.1% |
3,046.0 |
| Close |
3,058.0 |
3,069.0 |
11.0 |
0.4% |
3,069.0 |
| Range |
78.0 |
27.0 |
-51.0 |
-65.4% |
78.0 |
| ATR |
42.3 |
41.2 |
-1.1 |
-2.6% |
0.0 |
| Volume |
544,331 |
544,125 |
-206 |
0.0% |
1,858,984 |
|
| Daily Pivots for day following 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,145.7 |
3,134.3 |
3,083.9 |
|
| R3 |
3,118.7 |
3,107.3 |
3,076.4 |
|
| R2 |
3,091.7 |
3,091.7 |
3,074.0 |
|
| R1 |
3,080.3 |
3,080.3 |
3,071.5 |
3,086.0 |
| PP |
3,064.7 |
3,064.7 |
3,064.7 |
3,067.5 |
| S1 |
3,053.3 |
3,053.3 |
3,066.5 |
3,059.0 |
| S2 |
3,037.7 |
3,037.7 |
3,064.1 |
|
| S3 |
3,010.7 |
3,026.3 |
3,061.6 |
|
| S4 |
2,983.7 |
2,999.3 |
3,054.2 |
|
|
| Weekly Pivots for week ending 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,313.7 |
3,269.3 |
3,111.9 |
|
| R3 |
3,235.7 |
3,191.3 |
3,090.5 |
|
| R2 |
3,157.7 |
3,157.7 |
3,083.3 |
|
| R1 |
3,113.3 |
3,113.3 |
3,076.2 |
3,096.5 |
| PP |
3,079.7 |
3,079.7 |
3,079.7 |
3,071.3 |
| S1 |
3,035.3 |
3,035.3 |
3,061.9 |
3,018.5 |
| S2 |
3,001.7 |
3,001.7 |
3,054.7 |
|
| S3 |
2,923.7 |
2,957.3 |
3,047.6 |
|
| S4 |
2,845.7 |
2,879.3 |
3,026.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,124.0 |
3,045.0 |
79.0 |
2.6% |
36.8 |
1.2% |
30% |
False |
False |
556,210 |
| 10 |
3,124.0 |
2,910.0 |
214.0 |
7.0% |
41.5 |
1.4% |
74% |
False |
False |
686,839 |
| 20 |
3,124.0 |
2,910.0 |
214.0 |
7.0% |
41.7 |
1.4% |
74% |
False |
False |
449,046 |
| 40 |
3,124.0 |
2,910.0 |
214.0 |
7.0% |
36.1 |
1.2% |
74% |
False |
False |
231,964 |
| 60 |
3,124.0 |
2,876.0 |
248.0 |
8.1% |
33.9 |
1.1% |
78% |
False |
False |
154,886 |
| 80 |
3,124.0 |
2,772.0 |
352.0 |
11.5% |
31.9 |
1.0% |
84% |
False |
False |
116,206 |
| 100 |
3,124.0 |
2,708.0 |
416.0 |
13.6% |
30.0 |
1.0% |
87% |
False |
False |
92,976 |
| 120 |
3,124.0 |
2,650.0 |
474.0 |
15.4% |
26.7 |
0.9% |
88% |
False |
False |
77,483 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,190.8 |
|
2.618 |
3,146.7 |
|
1.618 |
3,119.7 |
|
1.000 |
3,103.0 |
|
0.618 |
3,092.7 |
|
HIGH |
3,076.0 |
|
0.618 |
3,065.7 |
|
0.500 |
3,062.5 |
|
0.382 |
3,059.3 |
|
LOW |
3,049.0 |
|
0.618 |
3,032.3 |
|
1.000 |
3,022.0 |
|
1.618 |
3,005.3 |
|
2.618 |
2,978.3 |
|
4.250 |
2,934.3 |
|
|
| Fisher Pivots for day following 03-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,066.8 |
3,085.0 |
| PP |
3,064.7 |
3,079.7 |
| S1 |
3,062.5 |
3,074.3 |
|